Search: Close-out netting

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11–20 of 106 search results for Close-out netting

RBA Glossary definition for Close-out netting

Close-out netting – An arrangement to settle all contracted but not yet due liabilities to, and claims on, an institution by a single payment, immediately upon the occurrence of one of a list of defined events such as the appointment of a liquidator to that institution.

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Reassessing the Costs and Benefits of Centrally Clearing the Australian Bond Market

16 Mar 2023 Bulletin – March 2023
Jon Cheshire and Joanne Embry
This article considers the costs and benefits of centrally clearing the Australian bond market, in light of developments in the market since the Reserve Bank’s last review in 2015.
https://www.rba.gov.au/publications/bulletin/2023/mar/reassessing-the-costs-and-benefits-of-centrally-clearing-the-australian-bond-market.html

Bulletin

18 Apr 2024 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/

March | 2023

16 Mar 2023 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/mar/

2023

14 Dec 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/

Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey

10 Dec 2012 Bulletin – December 2012
Jason Ahn, Mihovil Matić and Christian Vallence
Survey respondents report on a global consolidated basis, whereby the banks aggregate activity across their global operations (netting out intragroup transactions) and report in the country in which their global headquarters ... A third measure of market
https://www.rba.gov.au/publications/bulletin/2012/dec/5.html

Central Counterparty Interoperability

10 Jun 2012 Bulletin – June 2012
Nicholas Garvin
Some cross-margining arrangements also extend the cross-CCP exposure netting functionality to variation margin payment obligations. ... Mutual offset arrangements permit participants to establish a derivatives position at one CCP and close it at another.
https://www.rba.gov.au/publications/bulletin/2012/jun/7.html

Foreign Exchange Settlement Practices in Australia

10 Feb 1998 Bulletin – February 1998
But the amount at risk can also be reduced by netting, provided it is legally enforceable. ... financial markets, a prerequisite to the participation of Australian banks in multilateral netting schemes for foreign exchange.
https://www.rba.gov.au/publications/bulletin/1998/feb/2.html

Australian Banks' Activities in Derivatives Markets: Products and Risk-Management Practices

10 Sep 1994 Bulletin – September 1994
An associated issue highlighted in banks' responses to the survey was the need for a sound legal foundation for netting arrangements between counterparties. ... Forms of credit risk enhancement, other than netting, are not widely used by Australian banks.
https://www.rba.gov.au/publications/bulletin/1994/sep/1.html

Derivatives – Bank Activities and Supervisory Responses

10 May 1995 Bulletin – May 1995
As part of its on-going analysis of bilateral netting arrangements, there also has been extensive technical work carried out, aimed at determining how netted exposures, should they eventually be permitted ... Gray (1994), ‘Default Risk and Derivatives:
https://www.rba.gov.au/publications/bulletin/1995/may/1.html

Bulletin March Quarter 2023

8 Jun 2023 Bulletin - March 2023 PDF 7038KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/bulletin-2023-03.pdf